Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization From a Game Theoretic Approach to Numerical Approximation and Algorithm Design
Book contents
- Frontmatter
- Dedication
- Contents
- Preface
- Acknowledgements
- Reading Guide
- 1 Introduction
- Part I The Sobolev Space Setting
- Part II The Game Theoretic Approach
- Part III The Banach Space Setting
- Part IV Game Theoretic Approach on Banach Spaces
- 17 Gaussian Measures, Cylinder Measures, and Fields on B
- 18 Optimal Recovery Games on B
- 19 Game Theoretic Interpretation of Gamblets
- 20 Survey of Statistical Numerical Approximation
- Part V Applications, Developments, and Open Problems
- Part VI Appendix
- Bibliography
- Algorithms
- Glossary
- Nomenclature
- Index
- Identities
19 - Game Theoretic Interpretation of Gamblets
from Part IV - Game Theoretic Approach on Banach Spaces
Published online by Cambridge University Press: 10 October 2019
Book contents
- Frontmatter
- Dedication
- Contents
- Preface
- Acknowledgements
- Reading Guide
- 1 Introduction
- Part I The Sobolev Space Setting
- Part II The Game Theoretic Approach
- Part III The Banach Space Setting
- Part IV Game Theoretic Approach on Banach Spaces
- 17 Gaussian Measures, Cylinder Measures, and Fields on B
- 18 Optimal Recovery Games on B
- 19 Game Theoretic Interpretation of Gamblets
- 20 Survey of Statistical Numerical Approximation
- Part V Applications, Developments, and Open Problems
- Part VI Appendix
- Bibliography
- Algorithms
- Glossary
- Nomenclature
- Index
- Identities
Summary
The game theoretic interpretation of gamblets is extended from Sobolev spacesto the Banach space setting. Identities for conditional covariances are presented in this generalized setting.
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- Operator-Adapted Wavelets, Fast Solvers, and Numerical HomogenizationFrom a Game Theoretic Approach to Numerical Approximation and Algorithm Design, pp. 370 - 377Publisher: Cambridge University PressPrint publication year: 2019